+2,017.0%
AEM vs PAAS
+1,235.6%
+781.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.3% |
| 7D | -0.5% | -2.9% | +2.4% | +1.3% |
| 30D | +24.0% | +6.8% | +17.2% | +19.2% |
| 3M | +16.1% | -2.9% | +19.0% | +18.2% |
| 6M | -11.6% | -16.4% | +4.8% | -1.8% |
| YTD | +21.5% | 0.0% | +21.5% | +20.8% |
| 1Y | +39.2% | +54.3% | -15.1% | +6.1% |
| 3Y | +347.4% | +230.7% | +116.8% | +103.8% |
| 5Y | +290.1% | +111.6% | +178.5% | +124.0% |
| 10Y | +357.8% | +211.7% | +146.1% | +71.8% |
| All | +2,017.0% | +1,235.6% | +781.4% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling